3806
Quant_Investors
OLD|Aalto Investment Management Game (Spring 2019)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 1,645 | ARAY | 18,274 | 3.94 | 4.07 | 2.26% | 74,375 | 0 | 2,376 |
| 0 | CBM | 1,684 | 42.95 | 59.99 | 0.00% | 101,023 | 0 | 28,695 |
| -3,025 | CORT | 4,583 | 15.71 | 18.82 | -3.39% | 86,252 | 0 | 14,253 |
| 619 | DLX | 1,674 | 43.07 | 37.94 | 0.98% | 63,512 | 0 | -8,588 |
| 1,125 | EBIX | 1,480 | 49.81 | 31.55 | 2.47% | 46,694 | 0 | -27,025 |
| -7,180 | ERII | 9,574 | 7.22 | 18.83 | -3.83% | 180,278 | 0 | 111,154 |
| 263 | FOE | 4,384 | 16.41 | 21.03 | 0.29% | 92,196 | 0 | 20,232 |
| 1,055 | FSS | 3,348 | 21.47 | 41.93 | 0.76% | 140,398 | 0 | 68,500 |
| -300 | INVA | 3,744 | 19.23 | 16.43 | -0.48% | 61,514 | 0 | -10,483 |
| 1,154 | IOSP | 1,154 | 62.29 | 87.46 | 1.16% | 100,929 | 0 | 29,040 |
| 0 | IPHS | 2,709 | 26.55 | 31.99 | 0.00% | 86,661 | 0 | 14,723 |
| 529 | KOP | 3,525 | 20.46 | 34.76 | 0.43% | 122,529 | 0 | 50,390 |
| -170 | KRA | 2,837 | 25.34 | 45.56 | -0.13% | 129,254 | 0 | 57,364 |
| -87 | KRO | 5,783 | 12.42 | 13.16 | -0.11% | 76,133 | 0 | 4,279 |
| 5,629 | LORL | 1,889 | 38.06 | 48.87 | 6.49% | 92,315 | 0 | 20,420 |
| 991 | NSIT | 1,652 | 43.54 | 94.79 | 0.64% | 156,593 | 0 | 84,665 |
| 243 | OEC | 2,697 | 26.61 | 19.10 | 0.47% | 51,513 | 0 | -20,268 |
| -156 | PETS | 3,116 | 23.09 | 26.97 | -0.19% | 84,039 | 0 | 12,074 |
| 1,730 | QD | 13,840 | 5.19 | 1.85 | 7.23% | 25,673 | 0 | -46,226 |
| 0 | QTNA | 4,696 | 15.30 | 24.51 | 0.00% | 115,099 | 0 | 43,227 |
| -1,154 | SCL | 923 | 77.88 | 121.44 | -1.02% | 112,089 | 0 | 40,210 |
| 408 | TTMI | 6,792 | 10.59 | 13.53 | 0.45% | 91,896 | 0 | 19,935 |
| 471 | TVTY | 2,945 | 24.40 | 24.95 | 0.65% | 73,478 | 0 | 1,605 |
| -1,837 | UIS | 5,568 | 12.93 | 25.99 | -1.25% | 144,712 | 0 | 72,718 |
| -6,202 | VNET | 7,563 | 9.48 | 18.41 | -4.26% | 139,235 | 0 | 67,500 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|